NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 2.622 2.856 0.234 8.9% 2.998
High 2.845 2.856 0.011 0.4% 3.015
Low 2.610 2.735 0.125 4.8% 2.609
Close 2.819 2.789 -0.030 -1.1% 2.789
Range 0.235 0.121 -0.114 -48.5% 0.406
ATR 0.153 0.150 -0.002 -1.5% 0.000
Volume 38,833 48,745 9,912 25.5% 211,335
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.156 3.094 2.856
R3 3.035 2.973 2.822
R2 2.914 2.914 2.811
R1 2.852 2.852 2.800 2.823
PP 2.793 2.793 2.793 2.779
S1 2.731 2.731 2.778 2.702
S2 2.672 2.672 2.767
S3 2.551 2.610 2.756
S4 2.430 2.489 2.722
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 4.022 3.812 3.012
R3 3.616 3.406 2.901
R2 3.210 3.210 2.863
R1 3.000 3.000 2.826 2.902
PP 2.804 2.804 2.804 2.756
S1 2.594 2.594 2.752 2.496
S2 2.398 2.398 2.715
S3 1.992 2.188 2.677
S4 1.586 1.782 2.566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.015 2.609 0.406 14.6% 0.161 5.8% 44% False False 42,267
10 3.015 2.527 0.488 17.5% 0.184 6.6% 54% False False 45,543
20 3.220 2.527 0.693 24.8% 0.148 5.3% 38% False False 37,700
40 3.655 2.527 1.128 40.4% 0.118 4.2% 23% False False 24,278
60 3.888 2.527 1.361 48.8% 0.109 3.9% 19% False False 18,779
80 4.121 2.527 1.594 57.2% 0.105 3.8% 16% False False 15,239
100 4.440 2.527 1.913 68.6% 0.100 3.6% 14% False False 12,748
120 4.525 2.527 1.998 71.6% 0.098 3.5% 13% False False 10,848
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.370
2.618 3.173
1.618 3.052
1.000 2.977
0.618 2.931
HIGH 2.856
0.618 2.810
0.500 2.796
0.382 2.781
LOW 2.735
0.618 2.660
1.000 2.614
1.618 2.539
2.618 2.418
4.250 2.221
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 2.796 2.770
PP 2.793 2.751
S1 2.791 2.733

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols